+30.8%
CVS vs NVO
-15.7%
+46.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | -2.2% | -7.6% | +5.4% | -1.7% |
| 30D | -0.1% | -6.0% | +5.9% | +0.2% |
| 3M | -5.2% | -0.8% | -4.4% | -5.2% |
| 6M | +26.9% | +16.5% | +10.4% | +26.0% |
| YTD | +22.1% | -11.1% | +33.2% | +20.3% |
| 1Y | +30.8% | -16.7% | +47.5% | +28.3% |
| All | +30.8% | -15.7% | +46.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling